iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.
-
Notifications
You must be signed in to change notification settings - Fork 2
max-fitzpatrick/Historical_VaR_iPython_notebook
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published